+1,052.7%
KEYS vs ULTA
+358.4%
+694.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | +0.9% | -3.9% | +4.8% | +1.9% |
| 30D | -5.3% | -1.1% | -4.2% | -5.3% |
| 3M | +0.5% | +13.8% | -13.3% | -3.4% |
| 6M | +14.0% | -17.2% | +31.3% | +18.5% |
| YTD | +60.3% | -11.5% | +71.7% | +63.6% |
| 1Y | +91.3% | +3.9% | +87.4% | +86.5% |
| 3Y | +146.1% | +29.5% | +116.7% | +121.1% |
| 5Y | +80.8% | +42.9% | +37.9% | +56.0% |
| 10Y | +1,002.8% | +124.4% | +878.4% | +695.0% |
| All | +1,052.7% | +358.4% | +694.4% | +603.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling